0.0%
VRT vs ES
+1.8%
-1.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.9% | +6.4% | +2.4% |
| 7D | -21.4% | +1.9% | -23.2% | -20.7% |
| 30D | -25.8% | +7.1% | -32.9% | -24.2% |
| 3M | -33.5% | -1.9% | -31.6% | -33.4% |
| 6M | -49.0% | +4.4% | -53.4% | -48.6% |
| YTD | +12.9% | +7.3% | +5.6% | +14.9% |
| 1Y | 0.0% | +2.1% | -2.1% | +1.3% |
| All | 0.0% | +1.8% | -1.8% | +1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ES wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling